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[Lecture Notes in Control and Information Sciences] Rational Matrix Equations in Stochastic Control Volume 297 || Solution of the Riccati equation

✍ Scribed by Damm, Tobias


Book ID
120268565
Publisher
Springer Berlin Heidelberg
Year
2004
Tongue
English
Weight
899 KB
Volume
Chapter 5
Category
Article
ISBN
354040001X
ISSN
0170-8643

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πŸ“œ SIMILAR VOLUMES


[Lecture Notes in Control and Informatio
✍ Mehrmann, Volker Ludwig πŸ“‚ Article πŸ“… 1991 πŸ› Springer-Verlag 🌐 German βš– 221 KB

A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Riccati